SAP ABAP Table FTI_STANDARD_KEYFIGURES_DB (Position: Standard Values Such As NPV, Duration, Convexity)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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FIN-FSCM-TRM-TM-IS (Application Component) Information System
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FTI (Package) Application development R/3 Treasury information system
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Basic Data
| Table Category | INTTAB | Structure |
| Structure | FTI_STANDARD_KEYFIGURES_DB |
|
| Short Description | Position: Standard Values Such As NPV, Duration, Convexity |
Delivery and Maintenance
| Pool/cluster | ||
| Delivery Class | ||
| Data Browser/Table View Maintenance | Display/Maintenance Allowed with Restrictions |
Components
| |
Field | Key | Data Element | Domain | Data Type |
Length | Decimal Places |
Short Description | Check table |
|---|---|---|---|---|---|---|---|---|---|
| 1 | |
TV_NPV_PC | WERTV8_TR | CURR | 15 | 2 | RM Net Present Value in Position Currency | ||
| 2 | |
TV_NPV_LONG_PC | WERTV8_TR | CURR | 15 | 2 | RM NPV of Incoming Side in Currency of Incoming Side | ||
| 3 | |
TV_NPV_SHORT_PC | WERTV8_TR | CURR | 15 | 2 | RM NPV of Outgoing Side in Currency of Outgoing Side | ||
| 4 | |
TV_CLEAN_PRICE_PC | T_PRESVAL | CURR | 17 | 2 | Clean Price in Position Currency | ||
| 5 | |
TV_VALBP_PC | T_PRESVAL | CURR | 17 | 2 | Basis Point Value in Position Currency | ||
| 6 | |
TV_POS_CCY | WAERS | CUKY | 5 | 0 | Position Currency | * | |
| 7 | |
TV_LONG_CCY | WAERS | CUKY | 5 | 0 | Currency Investment/Purchase/Incoming Side/Long | * | |
| 8 | |
TV_SHORT_CCY | WAERS | CUKY | 5 | 0 | Currency Borrowing/Sale/Outgoing Side/Short | * | |
| 9 | |
TV_MAC_DURATION | DEC9_3SIGN | DEC | 12 | 3 | Macaulay Duration | ||
| 10 | |
TV_MOD_DURATION | DEC9_3SIGN | DEC | 12 | 3 | Fisher-Weil Duration | ||
| 11 | |
TV_CONVEXITY_MORE_ACCURATE | DEC6_5SIGN | DEC | 11 | 5 | Convexity with 5 Decimal Places | ||
| 12 | |
TV_DELTA | T_SENSI | DEC | 15 | 10 | Delta, 1st derivation of premium based on underlying rate | ||
| 13 | |
TV_GAMMA | T_GAMMA | DEC | 14 | 8 | Gamma, 2nd derivation of premium based on underlying rate | ||
| 14 | |
TV_THETA | T_SENSI | DEC | 15 | 10 | Theta, 1st derivation of premium according to time | ||
| 15 | |
TV_VEGA | T_SENSI | DEC | 15 | 10 | Vega, 1st Volatility Derivative |
History
| Last changed by/on | SAP | 20130529 |
| SAP Release Created in | 200 |